Level-crossing probabilities and first-passage times for linear processes (Q4819499)
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scientific article; zbMATH DE number 2103406
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Level-crossing probabilities and first-passage times for linear processes |
scientific article; zbMATH DE number 2103406 |
Statements
Level-crossing probabilities and first-passage times for linear processes (English)
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24 September 2004
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first passage time
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level crossing probability
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integral equation
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martingale
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AR process
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ARMA process
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